Anic Equity¶

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Total return since start: 0.583 %¶

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Equity now: -----------------------------> 48353.28 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46656.65 Kr¶

PnL: ---------------------------------------> 299.65 Kr¶

DD now: ---------------------------------> -8.974 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-08-11 09:24:37.674878'

Anic Portfolio¶

This Week¶

Return: 0.381 %¶

Total portfolio value¶

Return including deposits: 58.504 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
NP3 Fastigheter 32 -0.650000 5843.200000 146.200000 2.570000 5697.000000
Lindab International 35 0.370000 5708.500000 115.500000 2.070000 5593.000000
Vitec Software Group B 2 -0.420000 1186.000000 99.000000 9.110000 1087.000000
Investor B 27 -0.350000 5779.350000 88.350000 1.550000 5691.000006
EnQuest PLC 2351 -0.730000 5788.160000 75.160000 1.320000 5713.000530
Tethys Oil 109 1.440000 5968.840000 57.840000 0.980000 5911.000022
AQ Group 12 -0.570000 5196.000000 -67.000000 -1.270000 5262.999996
Volvo B 25 -0.220000 5672.500000 -70.500000 -1.230000 5743.000000
Volvo A 24 -0.260000 5577.600000 -81.400000 -1.440000 5659.000008
TOTAL 46720.150000 363.150000 -8.85455% 46357.000562

Updated:¶

'2023-08-11 09:23:57.004261'
None

Last optimization/rebalancing:¶

'2023-07-26'

Next optimization/rebalancing:¶

'2023-09-05'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶